Anic Equity

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Total return since start: 0.558 %

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Equity now: -----------------------------> 47604.29 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46206.27 Kr

PnL: ---------------------------------------> -682.3 Kr

DD now: ---------------------------------> -2.109 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-30 14:14:10.082711'

Anic Portfolio

Today

Return: 0.162 %

This Week

Return: 0.162 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 55.844 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	50	-0.640000	3120.000000	193.000000	6.590000	2927.000000
HMS Networks	2	0.410000	783.200000	110.200000	16.370000	673.000000
Nordea Bank Abp	29	0.690000	3539.160000	85.160000	2.470000	3453.999992
HEBA B	70	-3.490000	2712.500000	76.500000	2.900000	2636.000010
MedCap	2	-0.430000	465.000000	44.000000	10.450000	421.000000
SAAB B	8	-0.160000	3414.400000	37.400000	1.110000	3377.000000
Samhällsbyggnadsbo. i Norden B	20	-5.710000	385.100000	30.100000	8.480000	355.000000
Resurs Holding	22	-1.080000	603.460000	29.460000	5.130000	573.999998
AcadeMedia	12	0.990000	585.120000	28.120000	5.050000	557.000004
Swedbank A	3	0.280000	591.000000	27.000000	4.790000	564.000000
OEM International B	7	0.260000	548.800000	20.800000	3.940000	527.999997
Intrum	4	-0.620000	544.600000	17.600000	3.340000	527.000000
Eastnine	4	0.160000	506.400000	15.400000	3.140000	491.000000
Norva24 Group	16	-0.910000	554.880000	11.880000	2.190000	543.000000
Securitas B	6	-1.730000	577.800000	7.800000	1.370000	570.000000
Corem Property Group B	59	-4.900000	583.510000	6.510000	1.130000	576.999999
Karnov Group	9	-0.990000	540.000000	4.000000	0.750000	536.000004
Creaspac SPAC	6	-0.210000	580.200000	3.200000	0.550000	577.000002
Samhällsbyggnadsbo. i Norden D	12	-3.550000	247.920000	1.920000	0.780000	246.000000
Fastighetsbolag. Emilshus Pref	21	-2.370000	561.750000	-0.250000	-0.040000	562.000005
Coor Service Management Hold.	8	-1.850000	530.800000	-1.200000	-0.230000	532.000000
Handelsbanken A	5	0.560000	543.250000	-2.750000	-0.500000	546.000000
Fasadgruppen Group	35	3.230000	3808.000000	-3.000000	-0.080000	3810.999990
Midsona B	63	-0.110000	567.000000	-16.000000	-2.740000	582.999984
Boozt	12	-2.160000	1634.400000	-19.600000	-1.190000	1653.999996
CTEK	13	-0.260000	508.300000	-25.700000	-4.810000	533.999999
Essity B	2	1.680000	543.400000	-30.600000	-5.330000	574.000000
International Petroleum Corp.	5	-2.350000	560.500000	-34.070000	-5.730000	594.565215
Sampo Oyj SDB	7	0.650000	3804.500000	-45.500000	-1.180000	3850.000000
Vivesto	1368	0.790000	558.420000	-54.580000	-8.900000	612.999432
Essity A	4	1.860000	1094.000000	-55.000000	-4.790000	1149.000000
Beijer Electronics Group	26	3.930000	2891.200000	-79.800000	-2.690000	2971.000006
OX2	18	1.250000	1463.400000	-200.600000	-12.060000	1663.999992
Axfood	13	1.950000	3534.700000	-221.300000	-5.890000	3756.000001
Ovzon	52	-2.240000	2719.600000	-642.400000	-19.110000	3361.999992
TOTAL			46206.270000	-682.300000	-2.10899%	46888.564618

Updated:

'2023-01-30 14:14:23.217263'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.